Next: Autocorrelation
Up: Testing for randomness and
Previous: Testing for randomness and
The moment of a distribution is defined as:
|
(262) |
If the numbers are distributed with a uniform probability distribution
, then (264) must correspond to the moment of :
If this holds for your generator, then you know that the distribution is
uniform. If the deviation from this varies as , then you also
know that the distribution is random.
Adrian E. Feiguin
2009-11-04